| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,404.9 |
1,387.0 |
-17.9 |
-1.3% |
1,453.9 |
| High |
1,409.9 |
1,393.5 |
-16.4 |
-1.2% |
1,459.6 |
| Low |
1,385.2 |
1,371.0 |
-14.2 |
-1.0% |
1,381.0 |
| Close |
1,385.8 |
1,372.2 |
-13.6 |
-1.0% |
1,385.8 |
| Range |
24.7 |
22.5 |
-2.2 |
-8.9% |
78.6 |
| ATR |
16.9 |
17.3 |
0.4 |
2.4% |
0.0 |
| Volume |
76,418 |
80,698 |
4,280 |
5.6% |
328,466 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.4 |
1,431.8 |
1,384.6 |
|
| R3 |
1,423.9 |
1,409.3 |
1,378.4 |
|
| R2 |
1,401.4 |
1,401.4 |
1,376.3 |
|
| R1 |
1,386.8 |
1,386.8 |
1,374.3 |
1,382.9 |
| PP |
1,378.9 |
1,378.9 |
1,378.9 |
1,376.9 |
| S1 |
1,364.3 |
1,364.3 |
1,370.1 |
1,360.4 |
| S2 |
1,356.4 |
1,356.4 |
1,368.1 |
|
| S3 |
1,333.9 |
1,341.8 |
1,366.0 |
|
| S4 |
1,311.4 |
1,319.3 |
1,359.8 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,644.6 |
1,593.8 |
1,429.0 |
|
| R3 |
1,566.0 |
1,515.2 |
1,407.4 |
|
| R2 |
1,487.4 |
1,487.4 |
1,400.2 |
|
| R1 |
1,436.6 |
1,436.6 |
1,393.0 |
1,422.7 |
| PP |
1,408.8 |
1,408.8 |
1,408.8 |
1,401.9 |
| S1 |
1,358.0 |
1,358.0 |
1,378.6 |
1,344.1 |
| S2 |
1,330.2 |
1,330.2 |
1,371.4 |
|
| S3 |
1,251.6 |
1,279.4 |
1,364.2 |
|
| S4 |
1,173.0 |
1,200.8 |
1,342.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,452.7 |
1,371.0 |
81.7 |
6.0% |
34.2 |
2.5% |
1% |
False |
True |
75,304 |
| 10 |
1,464.5 |
1,371.0 |
93.5 |
6.8% |
22.3 |
1.6% |
1% |
False |
True |
53,441 |
| 20 |
1,464.5 |
1,371.0 |
93.5 |
6.8% |
15.8 |
1.2% |
1% |
False |
True |
39,787 |
| 40 |
1,464.5 |
1,371.0 |
93.5 |
6.8% |
13.7 |
1.0% |
1% |
False |
True |
36,133 |
| 60 |
1,464.5 |
1,371.0 |
93.5 |
6.8% |
12.6 |
0.9% |
1% |
False |
True |
41,616 |
| 80 |
1,464.5 |
1,371.0 |
93.5 |
6.8% |
11.8 |
0.9% |
1% |
False |
True |
33,675 |
| 100 |
1,464.5 |
1,363.0 |
101.5 |
7.4% |
10.9 |
0.8% |
9% |
False |
False |
27,141 |
| 120 |
1,464.5 |
1,322.6 |
141.9 |
10.3% |
10.2 |
0.7% |
35% |
False |
False |
22,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,489.1 |
|
2.618 |
1,452.4 |
|
1.618 |
1,429.9 |
|
1.000 |
1,416.0 |
|
0.618 |
1,407.4 |
|
HIGH |
1,393.5 |
|
0.618 |
1,384.9 |
|
0.500 |
1,382.3 |
|
0.382 |
1,379.6 |
|
LOW |
1,371.0 |
|
0.618 |
1,357.1 |
|
1.000 |
1,348.5 |
|
1.618 |
1,334.6 |
|
2.618 |
1,312.1 |
|
4.250 |
1,275.4 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,382.3 |
1,392.3 |
| PP |
1,378.9 |
1,385.6 |
| S1 |
1,375.6 |
1,378.9 |
|